The relation between monetary policy and the stock market in EuropeLütkepohl, Helmut; Netšunajev, AlekseiEconometric2018 / art. 36 https://doi.org/10.3390/econometrics6030036 Journal metrics at Scopus Article at Scopus

Structural vector autoregressions with heteroskedasticity : a review of different volatility modelsLütkepohl, Helmut; Netšunajev, AlekseiEconometrics and statistics2017 / p. 2-18 : ill https://doi.org/10.1016/j.ecosta.2016.05.001

Structural vector autoregressions with smooth transition in variancesLütkepohl, Helmut; Netšunajev, AlekseiJournal of economic dynamics and control2017 / p. 43-57 : ill https://doi.org/10.1016/j.jedc.2017.09.001

Testing identification via heteroskedasticity in structural vector autoregressive modelsLütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, PenttiThe econometrics journal2021 / 22 p https://doi.org/10.1093/ectj/utaa008 Journal metrics at Scopus Article at Scopus Journal metrics at WOS Article at WOS